Over the past 20 years, I've shot a LOT with .22's and wind really effects those rounds..
The same deal applies to our air rifle pellets, that said, I used to use wind indicators...
Simple & Effective:
Take a plastic Zip-Tie, secure it around the end of the rifle barrel,
and make sure that when it's tight, the slack is facing sideways [to the left for a right handed shooter]
That way, when you're shouldering the rifle / looking through the scope, you can see it..
Figure out how much length you like/need [shorter = better to keep it more rigid] Then cut the rest off..
Either use a drill, or heat up a little nail, and drill / melt a small hole in the end of the zip-tie..
Use a really fine string, tie a few knots in the 'top', and feed the rest through the zip-tie..
With it hanging down, you can figure out how much length you like / need..
You can use that as-is, or, you can attach other light things to the end of the string..
Ribbon / Tape / Maybe a crow's feather - Get creative.. haha
Super simple - Super cheap - Super effective!

Sam -